+46.9%
LMT vs HUT
+398.0%
-351.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +3.0% | +2.5% |
| 7D | -5.6% | -10.9% | +5.3% | -5.6% |
| 30D | +18.4% | -32.6% | +51.0% | +18.3% |
| 3M | +0.6% | -33.7% | +34.3% | +0.6% |
| 6M | +20.6% | -42.3% | +62.9% | +20.6% |
| YTD | +27.0% | +23.6% | +3.4% | +27.0% |
| 1Y | +36.9% | +20.4% | +16.5% | +37.0% |
| 3Y | +46.9% | +423.2% | -376.4% | +52.0% |
| All | +46.9% | +398.0% | -351.1% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded HUT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling